+55.9%
RBLX vs CLF
-16.3%
+72.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.5% |
| 7D | +8.0% | -2.7% | +10.7% | +8.4% |
| 30D | +20.2% | -3.2% | +23.4% | +20.5% |
| 3M | +3.5% | -5.0% | +8.5% | +3.8% |
| 6M | -28.9% | +26.6% | -55.5% | -32.3% |
| YTD | -45.1% | -9.0% | -36.1% | -45.6% |
| 1Y | -66.2% | +11.8% | -78.1% | -67.7% |
| All | +55.9% | -16.3% | +72.3% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling